CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 22-Apr-2020
Day Change Summary
Previous Current
21-Apr-2020 22-Apr-2020 Change Change % Previous Week
Open 1.2452 1.2314 -0.0138 -1.1% 1.2500
High 1.2452 1.2394 -0.0058 -0.5% 1.2656
Low 1.2260 1.2286 0.0026 0.2% 1.2419
Close 1.2289 1.2327 0.0038 0.3% 1.2499
Range 0.0192 0.0108 -0.0084 -43.8% 0.0237
ATR 0.0174 0.0169 -0.0005 -2.7% 0.0000
Volume 39 19 -20 -51.3% 148
Daily Pivots for day following 22-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2660 1.2601 1.2386
R3 1.2552 1.2493 1.2357
R2 1.2444 1.2444 1.2347
R1 1.2385 1.2385 1.2337 1.2415
PP 1.2336 1.2336 1.2336 1.2350
S1 1.2277 1.2277 1.2317 1.2307
S2 1.2228 1.2228 1.2307
S3 1.2120 1.2169 1.2297
S4 1.2012 1.2061 1.2268
Weekly Pivots for week ending 17-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.3236 1.3104 1.2629
R3 1.2999 1.2867 1.2564
R2 1.2762 1.2762 1.2542
R1 1.2630 1.2630 1.2521 1.2578
PP 1.2525 1.2525 1.2525 1.2498
S1 1.2393 1.2393 1.2477 1.2341
S2 1.2288 1.2288 1.2456
S3 1.2051 1.2156 1.2434
S4 1.1814 1.1919 1.2369
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2534 1.2260 0.0274 2.2% 0.0119 1.0% 24% False False 37
10 1.2656 1.2260 0.0396 3.2% 0.0121 1.0% 17% False False 23
20 1.2656 1.1668 0.0988 8.0% 0.0159 1.3% 67% False False 30
40 1.3211 1.1450 0.1761 14.3% 0.0187 1.5% 50% False False 112
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2853
2.618 1.2677
1.618 1.2569
1.000 1.2502
0.618 1.2461
HIGH 1.2394
0.618 1.2353
0.500 1.2340
0.382 1.2327
LOW 1.2286
0.618 1.2219
1.000 1.2178
1.618 1.2111
2.618 1.2003
4.250 1.1827
Fisher Pivots for day following 22-Apr-2020
Pivot 1 day 3 day
R1 1.2340 1.2385
PP 1.2336 1.2365
S1 1.2331 1.2346

These figures are updated between 7pm and 10pm EST after a trading day.

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